Description:

Metropolis-Hastings alogrithm is a Markov chain Monte Carlo method for obtaining a sequence of random samples from a probability distribution for which direct sampling is difficult. Thi sequence can be used to approximate the distribution.

Changes to previous version:

Initial Announcement on mloss.org.

BibTeX Entry: Download

Supported Operating Systems: Linux

Data Formats: None

Tags: Sampling, Distribution

Archive: download here

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